Commit a96d3615 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added comments in mod files (tests/dsge-var).

parent 450c785b
......@@ -73,6 +73,7 @@ varobs pie r rw y;
options_.gradient_method = 3;
//$ The option dsge_var=.8 triggers the estimation of a DSGE-VAR model, with a calibrated dsge prior weight equal to .8.
//$ The option bayesian_irf triggers the computation of the DSGE-VAR and DSGE posterior distribution of the IRFs.
//$ The Dashed lines are the first, fifth (ie the median) and ninth posterior deciles of the DSGE-VAR's IRFs, the bold dark curve is the
//$ posterior median of the DSGE's IRfs and the shaded surface covers the space between the first and ninth posterior deciles of the DSGE's IRFs.
......
......@@ -4,7 +4,7 @@ var a g mc mrs n winf pie r rw y;
//$ Declaration of the exogenous variables of the DSGE model.
varexo e_a e_g e_lam e_ms;
//$ Declaration of the deep parameters and of dsge_prior_weight
//$ Declaration of the deep parameters
parameters invsig delta gam rho gampie gamy rhoa rhog bet
thetabig omega eps ;
......@@ -46,6 +46,8 @@ end;
//$ Declaration of the prior beliefs about the deep parameters and the weight of the DSGE prior.
//$ The declaration of the estimated parameters dsge_prior_weight triggers the estimation of a DSGE-VAR model.
//$ Note that dsge_prior_weight is not declared as a parameter at the top of the mod file.
estimated_params;
stderr e_a, uniform_pdf,,,0,2;
stderr e_g, uniform_pdf,,,0,2;
......
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